{"title":"A generalized Nadaraya–Watson estimator for observations obtained from a mixture","authors":"H. M. Dychko, R. Maiboroda","doi":"10.1090/tpms/1098","DOIUrl":"https://doi.org/10.1090/tpms/1098","url":null,"abstract":"","PeriodicalId":42776,"journal":{"name":"Theory of Probability and Mathematical Statistics","volume":"100 1","pages":"61-76"},"PeriodicalIF":0.9,"publicationDate":"2020-08-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"47750887","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
We expand the quartic variations in time and the quadratic variations in space of the solution to a stochastic partial differential equation with piecewise constant coefficients. Both expansions allow us to deduce an estimation method of the parameters appearing in the equation.
{"title":"Exact variations for stochastic heat equations with piecewise constant coefficients and application to parameter estimation","authors":"M. Zili, Eya Zougar","doi":"10.1090/tpms/1099","DOIUrl":"https://doi.org/10.1090/tpms/1099","url":null,"abstract":"We expand the quartic variations in time and the quadratic variations in space of the solution to a stochastic partial differential equation with piecewise constant coefficients. Both expansions allow us to deduce an estimation method of the parameters appearing in the equation.","PeriodicalId":42776,"journal":{"name":"Theory of Probability and Mathematical Statistics","volume":"100 1","pages":"77-106"},"PeriodicalIF":0.9,"publicationDate":"2020-08-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1090/tpms/1099","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45157365","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"The asymptotic normality for the least squares estimator of parameters in a two dimensional sinusoidal model of observations","authors":"O. Ivanov, O. Lymar","doi":"10.1090/tpms/1100","DOIUrl":"https://doi.org/10.1090/tpms/1100","url":null,"abstract":"","PeriodicalId":42776,"journal":{"name":"Theory of Probability and Mathematical Statistics","volume":"100 1","pages":"107-131"},"PeriodicalIF":0.9,"publicationDate":"2020-08-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42472095","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
In this paper an objective Bayesian inference is proposed for the heterogeneity parameter in a generalized marginal random effects model. Models of this kind are widely used in meta-analysis and in ...
{"title":"Noninformative Bayesian inference for heterogeneity in a generalized marginal random effects meta-analysis","authors":"Olha Bodnar","doi":"10.1090/TPMS/1095","DOIUrl":"https://doi.org/10.1090/TPMS/1095","url":null,"abstract":"In this paper an objective Bayesian inference is proposed for the heterogeneity parameter in a generalized marginal random effects model. Models of this kind are widely used in meta-analysis and in ...","PeriodicalId":42776,"journal":{"name":"Theory of Probability and Mathematical Statistics","volume":"100 1","pages":"3-19"},"PeriodicalIF":0.9,"publicationDate":"2020-08-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"48535190","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"The wave equation in the three-dimensional space driven by a general stochastic measure","authors":"I. Bodnarchuk, V. Radchenko","doi":"10.1090/tpms/1097","DOIUrl":"https://doi.org/10.1090/tpms/1097","url":null,"abstract":"","PeriodicalId":42776,"journal":{"name":"Theory of Probability and Mathematical Statistics","volume":"100 1","pages":"43-60"},"PeriodicalIF":0.9,"publicationDate":"2020-08-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1090/tpms/1097","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"48230621","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Editorial","authors":"","doi":"10.1090/tpms/1094","DOIUrl":"https://doi.org/10.1090/tpms/1094","url":null,"abstract":"","PeriodicalId":42776,"journal":{"name":"Theory of Probability and Mathematical Statistics","volume":"1 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2020-08-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"43049641","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
We provide the dual result of the Yamada–Watanabe theorem for mild solutions to semilinear stochastic partial differential equations with path-dependent coefficients. An essential tool is the so-called “method of the moving frame”, which allows us to reduce the proof to infinite dimensional stochastic differential equations.
{"title":"The dual Yamada–Watanabe theorem for mild solutions to stochastic partial differential equations","authors":"Stefan Tappe","doi":"10.1090/tpms/1155","DOIUrl":"https://doi.org/10.1090/tpms/1155","url":null,"abstract":"We provide the dual result of the Yamada–Watanabe theorem for mild solutions to semilinear stochastic partial differential equations with path-dependent coefficients. An essential tool is the so-called “method of the moving frame”, which allows us to reduce the proof to infinite dimensional stochastic differential equations.","PeriodicalId":42776,"journal":{"name":"Theory of Probability and Mathematical Statistics","volume":" ","pages":""},"PeriodicalIF":0.9,"publicationDate":"2020-06-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"47066248","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Continuous time random walks (CTRWs) have random waiting times between particle jumps. Based on Ehrenfest-Brillouin-type model motivated by economics, we define the correlated CTRW that converge to the fractional Jacobi diffusion Y (E(t)), t ≥ 0, defined as a time change of Jacobi diffusion process Y (t) to the inverse E(t) of the standard stable subordinator. In the CTRW considered in this paper, the jumps are correlated so that in the limit the outer process Y (t) is not a L´evy process but a diffusion process with non-independent increments. The waiting times between jumps are selected from the domain of attraction of a stable law, so that the correlated CTRWs with these waiting times converge to Y (E(t)).
{"title":"Ehrenfest–Brillouin-type correlated continuous time random walk and fractional Jacobi diffusion","authors":"N. Leonenko, I. Papic, A. Sikorskii, N. Šuvak","doi":"10.1090/TPMS/1086","DOIUrl":"https://doi.org/10.1090/TPMS/1086","url":null,"abstract":"Continuous time random walks (CTRWs) have random waiting times between particle \u0000jumps. Based on Ehrenfest-Brillouin-type model motivated by economics, we define the correlated \u0000CTRW that converge to the fractional Jacobi diffusion Y (E(t)), t ≥ 0, defined as a time change of \u0000Jacobi diffusion process Y (t) to the inverse E(t) of the standard stable subordinator. In the CTRW \u0000considered in this paper, the jumps are correlated so that in the limit the outer process Y (t) is not \u0000a L´evy process but a diffusion process with non-independent increments. The waiting times between \u0000jumps are selected from the domain of attraction of a stable law, so that the correlated CTRWs with \u0000these waiting times converge to Y (E(t)).","PeriodicalId":42776,"journal":{"name":"Theory of Probability and Mathematical Statistics","volume":"99 1","pages":"137-147"},"PeriodicalIF":0.9,"publicationDate":"2020-02-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1090/TPMS/1086","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"43316373","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
After the much too premature loss, earlier this year, of our greatly loved and admired colleague and co-editor of this journal, Prof. Ryuichi Kitamura, it was clear for the two of us that we would help to realize this tribute chosen by the editors—chosen to celebrate and honor his life and contribution to his field of study, but also and in particular his work for this journal. Ryuichi had been editor of Transportation since 1990, after earlier guestediting a special issue on ‘‘Activity-based Travel Analysis: a Retrospective Evaluation and Some Recent Contributions’’ with the late Eric Pas and Frank Koppelman. Since then he assisted and supported a large number of authors in publishing their papers to the standards of the journal, and with this helped to define the style of Transportation and to build its reputation. While his some 280 publications have appeared in many journals, it could be said that Transportation was his ‘‘home journal’’. It is therefore entirely fitting that this special issue will be devoted to reprising work from Ryuichi’s own hand—excellent research that originally appeared in reports or in conference proceedings, and thus may not have achieved the visibility it deserves. Because of our criteria that the work (1) should not have been published in the readily accessible peer-reviewed literature and (2) should not have been largely superseded by later developments, these selections do not pretend to constitute a fully representative cross-section of Ryuichi’s contributions. Nevertheless, they do offer a broad view of the variety of topics he addressed and the methodological approaches he brought to his research. They were chosen in part because we believe them still to be of current interest. Specifically, the six papers we selected address most of the key themes which engaged Ryuichi’s scientific curiosity and scholarship: the need for a dynamic, activity-based approach to analyzing travel behavior, the importance of values/attitudes, humans’ need to travel for its own sake (including seeing the automobile as an end in itself, as well as a
{"title":"Editorial","authors":"Patricia L. Mokhtarian, Kay W. Axhausen","doi":"10.1090/tpms/1093","DOIUrl":"https://doi.org/10.1090/tpms/1093","url":null,"abstract":"After the much too premature loss, earlier this year, of our greatly loved and admired colleague and co-editor of this journal, Prof. Ryuichi Kitamura, it was clear for the two of us that we would help to realize this tribute chosen by the editors—chosen to celebrate and honor his life and contribution to his field of study, but also and in particular his work for this journal. Ryuichi had been editor of Transportation since 1990, after earlier guestediting a special issue on ‘‘Activity-based Travel Analysis: a Retrospective Evaluation and Some Recent Contributions’’ with the late Eric Pas and Frank Koppelman. Since then he assisted and supported a large number of authors in publishing their papers to the standards of the journal, and with this helped to define the style of Transportation and to build its reputation. While his some 280 publications have appeared in many journals, it could be said that Transportation was his ‘‘home journal’’. It is therefore entirely fitting that this special issue will be devoted to reprising work from Ryuichi’s own hand—excellent research that originally appeared in reports or in conference proceedings, and thus may not have achieved the visibility it deserves. Because of our criteria that the work (1) should not have been published in the readily accessible peer-reviewed literature and (2) should not have been largely superseded by later developments, these selections do not pretend to constitute a fully representative cross-section of Ryuichi’s contributions. Nevertheless, they do offer a broad view of the variety of topics he addressed and the methodological approaches he brought to his research. They were chosen in part because we believe them still to be of current interest. Specifically, the six papers we selected address most of the key themes which engaged Ryuichi’s scientific curiosity and scholarship: the need for a dynamic, activity-based approach to analyzing travel behavior, the importance of values/attitudes, humans’ need to travel for its own sake (including seeing the automobile as an end in itself, as well as a","PeriodicalId":42776,"journal":{"name":"Theory of Probability and Mathematical Statistics","volume":" ","pages":""},"PeriodicalIF":0.9,"publicationDate":"2020-02-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"43326191","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Minimax estimators of parameters of a regression model","authors":"A. Ivanov, I. Matsak","doi":"10.1090/tpms/1082","DOIUrl":"https://doi.org/10.1090/tpms/1082","url":null,"abstract":"","PeriodicalId":42776,"journal":{"name":"Theory of Probability and Mathematical Statistics","volume":"99 1","pages":"91-99"},"PeriodicalIF":0.9,"publicationDate":"2020-02-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"48982963","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
京公网安备 11010802042870号
京ICP备2023020795号-1
扫码关注我们
求助内容：
应助结果提醒方式：